Soc. Generale Call 42 DAL 20.09.2024
/ DE000SW1YVK4
Soc. Generale Call 42 DAL 20.09.2.../ DE000SW1YVK4 /
| 8/1/2024 9:45:53 PM |
Chg.-0.090 |
Bid8:26:18 AM |
Ask8:26:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-33.33% |
0.180
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
Delta Air Lines Inc |
42.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW1YVK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.09 |
| Time value: |
0.19 |
| Break-even: |
41.60 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
8.64 |
| Rho: |
0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.270 |
| Low: |
0.180 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.06% |
| 1 Month |
|
|
-68.42% |
| 3 Months |
|
|
-82.00% |
| YTD |
|
|
-59.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.180 |
| 1M High / 1M Low: |
0.610 |
0.180 |
| 6M High / 6M Low: |
1.190 |
0.180 |
| High (YTD): |
5/13/2024 |
1.190 |
| Low (YTD): |
8/1/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.90% |
| Volatility 6M: |
|
180.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
